Dean Small Cap Fund Market Value
| DASCX Fund | USD 18.13 0.12 0.66% |
| Symbol | Dean |
Dean Small 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Dean Small's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Dean Small.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Dean Small on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Dean Small Cap or generate 0.0% return on investment in Dean Small over 90 days. Dean Small is related to or competes with Unified Series, Small Company, Vanguard Advice, First Eagle, Balanced Fund, and Gabelli Value. The fund primarily invests in equity securities of small cap companies More
Dean Small Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Dean Small's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Dean Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.22 | |||
| Information Ratio | 0.0489 | |||
| Maximum Drawdown | 7.43 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 2.77 |
Dean Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dean Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dean Small's standard deviation. In reality, there are many statistical measures that can use Dean Small historical prices to predict the future Dean Small's volatility.| Risk Adjusted Performance | 0.1424 | |||
| Jensen Alpha | 0.0521 | |||
| Total Risk Alpha | 0.0024 | |||
| Sortino Ratio | 0.0564 | |||
| Treynor Ratio | 0.177 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Dean Small's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Dean Small Cap Backtested Returns
Dean Small appears to be very steady, given 3 months investment horizon. Dean Small Cap secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the fund had a 0.17 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Dean Small Cap, which you can use to evaluate the volatility of the entity. Please utilize Dean Small's Downside Deviation of 1.22, mean deviation of 1.1, and Semi Deviation of 1.02 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.13, which means a somewhat significant risk relative to the market. Dean Small returns are very sensitive to returns on the market. As the market goes up or down, Dean Small is expected to follow.
Auto-correlation | 0.63 |
Good predictability
Dean Small Cap has good predictability. Overlapping area represents the amount of predictability between Dean Small time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dean Small Cap price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Dean Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Dean Small Cap lagged returns against current returns
Autocorrelation, which is Dean Small mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Dean Small's mutual fund expected returns. We can calculate the autocorrelation of Dean Small returns to help us make a trade decision. For example, suppose you find that Dean Small has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Dean Small regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Dean Small mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dean Small mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dean Small mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Dean Small Lagged Returns
When evaluating Dean Small's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dean Small mutual fund have on its future price. Dean Small autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Dean Small autocorrelation shows the relationship between Dean Small mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Dean Small Cap.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Dean Mutual Fund
Dean Small financial ratios help investors to determine whether Dean Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Dean with respect to the benefits of owning Dean Small security.
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